Anic Equity¶

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Total return since start: 0.609 %¶

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Equity now: -----------------------------> 49156.38 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45094.84 Kr¶

PnL: ---------------------------------------> 38.84 Kr¶

DD now: ---------------------------------> -7.462 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 14:22:57.981232'

Anic Portfolio¶

Today¶

Return: -1.131 %¶

This Week¶

Return: -0.298 %¶

Total portfolio value¶

Return including deposits: 60.925 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.110000 1665.900000 196.900000 13.400000 1468.999998
Orrön Energy 180 -1.800000 2162.700000 119.700000 5.860000 2043.000000
Atrium Ljungberg B 5 0.150000 996.500000 61.500000 6.580000 935.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 0.340000 1020.250000 40.250000 4.110000 980.000000
Sagax B 4 -0.400000 893.600000 39.600000 4.640000 854.000000
Catena 2 -1.100000 829.600000 37.600000 4.750000 792.000000
Hexatronic Group 12 -0.120000 1000.560000 33.560000 3.470000 966.999996
JM 6 -1.200000 891.600000 27.600000 3.190000 864.000000
Sedana Medical 93 -4.330000 2546.340000 25.340000 1.010000 2521.000011
OX2 13 1.430000 968.500000 18.500000 1.950000 949.999999
Platzer Fastigheter Holding B 12 -4.350000 975.600000 14.600000 1.520000 960.999996
Bilia A 8 -0.440000 912.000000 12.000000 1.330000 900.000000
Biotage 7 -0.580000 952.000000 11.000000 1.170000 940.999997
HEXPOL B 9 0.260000 1030.500000 9.500000 0.930000 1020.999996
VEF 909 -2.860000 1854.360000 4.360000 0.240000 1850.000436
BioGaia B 8 -2.020000 931.200000 1.200000 0.130000 930.000000
Gränges 9 -1.430000 928.800000 0.800000 0.090000 927.999999
AcadeMedia 8 -1.380000 400.800000 -1.200000 -0.300000 402.000000
Clas Ohlson B 12 -1.460000 969.600000 -3.400000 -0.350000 972.999996
Byggmax Group 33 -2.310000 951.060000 -4.940000 -0.520000 956.000001
ASSA ABLOY B 3 -1.460000 768.300000 -10.700000 -1.370000 779.000001
EQT 4 -2.100000 818.800000 -13.200000 -1.590000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
Addnode Group B 11 -0.670000 895.950000 -25.050000 -2.720000 921.000003
Alimak Group 11 -1.920000 900.900000 -27.100000 -2.920000 927.999996
SKF B 5 -0.900000 910.000000 -30.000000 -3.190000 940.000000
Indutrade 5 -1.220000 1175.500000 -42.500000 -3.490000 1218.000000
Latour B 4 -0.880000 808.800000 -48.200000 -5.620000 857.000000
INVISIO 16 0.660000 3640.000000 -49.000000 -1.330000 3689.000000
Bufab 3 -1.030000 1039.800000 -69.200000 -6.240000 1109.000001
Vitec Software Group B 2 -3.970000 1017.000000 -70.000000 -6.440000 1087.000000
BHG Group 97 -1.970000 1354.120000 -104.880000 -7.190000 1458.999989
Hexagon B 26 -2.460000 3348.800000 -112.200000 -3.240000 3461.000010
TOTAL 45094.840000 38.840000 -7.46224% 45056.000411

Updated:¶

'2023-07-05 14:23:14.746549'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶